WLM - attachment security

Windows Live Mail 2011:

I'm not sure if WLM is the culprit here, but what else?

After saving attachments from an email message, when I double-click the file to launch, I get the following warning:


If I simply double-click the attachment in the email itself, it launches without the warning.

I have Avast installed, but not the email scanner function.

I used to have this problem on XP with images downloaded from the web, but it turned out to be a Firefox scan thing. I do not currently have this problem with Firefox.

As I say, I don't know if it's a WLM problem or if something else is adding this security measure, but I need it gone!

Thanks!

That might work if it said "Always ask before opening this type of file."
But it says "Always ask before opening this file."
Meaning that every single file I save from email, I will have to uncheck and click OK before I can open them. That gets tedious after a while.
I want to be able to open my saved attachments by double-clicking ... and that's it.
Thanks.